+354.2%
SAN vs UDR
+4.7%
+349.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +3.3% | -2.1% | +5.4% | +4.1% |
| 30D | +1.1% | -5.6% | +6.7% | +3.1% |
| 3M | +22.2% | -5.8% | +28.0% | +24.3% |
| 6M | +36.0% | -1.1% | +37.1% | +35.5% |
| YTD | +28.2% | +1.6% | +26.6% | +26.5% |
| 1Y | +54.1% | -2.7% | +56.8% | +54.3% |
| 3Y | +354.2% | +6.3% | +347.9% | +355.8% |
| All | +354.2% | +4.7% | +349.6% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling